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Convergence in Law to Operator Fractional Brownian Motions
Authors:Hongshuai Dai
Affiliation:1. College of Mathematics and Information Sciences, Guangxi University, Nanning, 530004, China
Abstract:In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes a result of Taqqu (Z. Wahrscheinlichkeitstheor. Verw. Geb. 31:287–302, 1975).
Keywords:
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